Mars does not have a magnetosphere. The core on Mars stopped spinning so there is no longer the electric dynamo and thus there isn't a potential. So everything has to be a floating potential. That isn't to say that you can't make reference grounds, but it is much more convoluted than "sticking a fucking metal rod into the ground".
Actually if you pay attention to HI-SEAS[0] this has been a cause of an accident (since they replicate Mars habitat.
This problem also, obviously, applies to any planetary body which does not have a magnetosphere. So you don't have magnetic north and you don't have a safe potential ground.
